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Diagonally Drift--Implicit Runge--Kutta Methods of Weak Order One and Two for Itô SDEs and Stability Analysis

Debrabant, Kristian and Rößler, Andreas (2007):
Diagonally Drift--Implicit Runge--Kutta Methods of Weak Order One and Two for Itô SDEs and Stability Analysis.
Prepri, In: Preprint des Fachbereich Mathematik der TU Darmstadt, Technische Univ. Darmstadt, [Article]

Item Type: Article
Erschienen: 2007
Creators: Debrabant, Kristian and Rößler, Andreas
Title: Diagonally Drift--Implicit Runge--Kutta Methods of Weak Order One and Two for Itô SDEs and Stability Analysis
Language: English
Journal or Publication Title: Preprint des Fachbereich Mathematik der TU Darmstadt
Volume: Prepri
Place of Publication: Darmstadt
Publisher: Technische Univ. Darmstadt
Divisions: 04 Department of Mathematics
Date Deposited: 20 Nov 2008 08:26
License: [undefiniert]
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